+137.1%
IBB vs M
+3.7%
+133.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +8.1% | -5.3% | +1.9% |
| 7D | +2.7% | +2.5% | +0.2% | +2.4% |
| 30D | +6.3% | +10.1% | -3.7% | +5.1% |
| 3M | +11.1% | -0.9% | +12.0% | +11.0% |
| 6M | +29.2% | +30.2% | -0.9% | +24.9% |
| YTD | +30.2% | +16.3% | +13.9% | +27.1% |
| 1Y | +39.5% | +27.0% | +12.5% | +34.6% |
| 3Y | +92.3% | +154.5% | -62.1% | +68.0% |
| 5Y | +43.0% | -1.1% | +44.0% | +33.6% |
| 10Y | +137.1% | +0.5% | +136.6% | +105.8% |
| All | +137.1% | +3.7% | +133.4% | +105.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded M wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling